+1,353.7%
ABBV vs SM
-33.4%
+1,387.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | 0.0% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +5.6% | -17.3% | +22.9% | +6.6% |
| 3M | +18.7% | -3.6% | +22.3% | +18.6% |
| 6M | +47.4% | +2.9% | +44.5% | +46.4% |
| YTD | +33.0% | +70.2% | -37.2% | +27.7% |
| 1Y | +34.9% | +66.5% | -31.6% | +29.7% |
| 3Y | +135.2% | -8.2% | +143.4% | +131.2% |
| 5Y | +202.1% | -1.5% | +203.5% | +190.0% |
| 10Y | +602.6% | +11.9% | +590.7% | +474.6% |
| All | +1,353.7% | -33.4% | +1,387.1% | +1,110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling